| Working Paper |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model |
2 |
8 |
36 |
253 |
10 |
33 |
180 |
1,226 |
| A complementary test for ADF test with an application to the exchange rates returns |
6 |
16 |
50 |
141 |
38 |
88 |
317 |
657 |
| Are Asian Real Exchange Rates Stationary? |
5 |
10 |
37 |
331 |
9 |
32 |
117 |
773 |
| Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets |
1 |
3 |
18 |
172 |
2 |
8 |
52 |
483 |
| CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL |
7 |
12 |
67 |
648 |
23 |
53 |
218 |
1,811 |
| Calendar anomalies in the Malaysian stock market |
11 |
25 |
74 |
259 |
24 |
66 |
251 |
781 |
| Day-of-the-week effects in selected East Asian stock markets |
2 |
8 |
29 |
51 |
3 |
16 |
78 |
129 |
| Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests |
7 |
7 |
7 |
7 |
8 |
8 |
8 |
8 |
| Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria |
0 |
0 |
0 |
0 |
3 |
5 |
34 |
251 |
| Effects of STAR and TAR types nonlinearities on order selection criteria |
0 |
3 |
16 |
193 |
2 |
19 |
83 |
653 |
| Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries |
32 |
70 |
234 |
1,416 |
128 |
296 |
906 |
4,241 |
| Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia |
1 |
3 |
11 |
228 |
8 |
21 |
88 |
1,017 |
| Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia |
2 |
7 |
25 |
257 |
18 |
58 |
170 |
1,372 |
| Exchange Rates Forecasting Model: An Alternative Estimation Procedure |
10 |
34 |
129 |
1,299 |
49 |
112 |
399 |
3,104 |
| Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique |
10 |
24 |
97 |
936 |
29 |
66 |
264 |
2,529 |
| Financial Development and Economic Growth in Malaysia: The Stock Market Perspective |
39 |
115 |
394 |
2,136 |
147 |
394 |
1,504 |
7,355 |
| Fisher hypothesis: East Asian evidence from panel unit root tests |
3 |
10 |
19 |
69 |
8 |
17 |
51 |
127 |
| Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions |
5 |
10 |
41 |
375 |
14 |
35 |
181 |
1,107 |
| Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions |
1 |
2 |
10 |
40 |
2 |
4 |
49 |
197 |
| GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market |
2 |
9 |
36 |
337 |
6 |
19 |
102 |
975 |
| How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models |
0 |
3 |
14 |
161 |
13 |
34 |
112 |
744 |
| Income convergence: fresh evidence from the Nordic countries |
1 |
5 |
10 |
25 |
2 |
9 |
28 |
65 |
| Income convergence? Evidence of non-linearity in the East Asian Economies: A comment |
1 |
3 |
11 |
67 |
4 |
8 |
32 |
164 |
| International Diversification Benefits in ASEAN Stock Markets: a Revisit |
2 |
5 |
38 |
516 |
13 |
35 |
169 |
1,952 |
| Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen |
4 |
13 |
30 |
30 |
9 |
26 |
55 |
55 |
| Linearity and stationarity of South Asian real exchange rates |
0 |
5 |
10 |
72 |
1 |
12 |
33 |
161 |
| Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries |
1 |
8 |
16 |
16 |
5 |
22 |
36 |
36 |
| Monetary exchange rate model: supportive evidence from nonlinear testing procedures |
1 |
6 |
21 |
61 |
10 |
22 |
70 |
162 |
| Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 |
0 |
3 |
16 |
163 |
1 |
8 |
35 |
386 |
| ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS |
1 |
6 |
21 |
439 |
4 |
15 |
68 |
983 |
| On Autoregressive Order Selection Criteria |
12 |
22 |
72 |
441 |
29 |
50 |
217 |
1,029 |
| On Singaporean Dollar and Purchasing Power Parity |
4 |
9 |
33 |
195 |
21 |
54 |
222 |
1,166 |
| On Singaporean Dollar and Purchasing Power Parity |
1 |
2 |
8 |
73 |
3 |
6 |
34 |
392 |
| On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity |
1 |
4 |
17 |
134 |
15 |
51 |
256 |
1,271 |
| On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity |
3 |
7 |
15 |
244 |
4 |
19 |
90 |
1,674 |
| Purchasing power parity in Asian economies: further evidence from rank tests for cointegration |
2 |
6 |
19 |
27 |
14 |
38 |
107 |
162 |
| Real interest rate parity: evidence from East Asian economies relative to China |
3 |
7 |
39 |
100 |
8 |
19 |
114 |
279 |
| Real interest rates equalization: The case of Malaysia and Singapore |
1 |
6 |
34 |
154 |
11 |
32 |
198 |
793 |
| Testing for Non-Linearity in ASEAN Financial Markets |
1 |
7 |
30 |
236 |
7 |
23 |
82 |
558 |
| Testing nonlinear convergence in Malaysia,1965-2003 |
1 |
7 |
34 |
34 |
5 |
15 |
65 |
65 |
| The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models |
2 |
10 |
37 |
322 |
9 |
33 |
139 |
1,014 |
| The Predictability of ASEAN-5 Exchange Rates |
3 |
6 |
30 |
301 |
14 |
26 |
130 |
801 |
| The Validity of PPP Revisited: An Application of Non-linear Unit Root Test |
2 |
5 |
28 |
250 |
3 |
13 |
101 |
573 |
| The real interest rate differential: international evidence based on nonlinear unit root tests |
5 |
15 |
58 |
86 |
20 |
50 |
212 |
291 |
| Time series modelling and forecasting of Sarawak black pepper price |
2 |
8 |
28 |
86 |
8 |
23 |
110 |
369 |
| Value Creation and Long Term Performance of Hong Kong Spinoffs |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
187 |
| Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange |
17 |
34 |
146 |
1,295 |
87 |
213 |
961 |
5,654 |
| Total Working Papers |
217 |
588 |
2,145 |
14,676 |
851 |
2,208 |
8,741 |
49,782 |